CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 29-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2019 |
29-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1326 |
1.1300 |
-0.0026 |
-0.2% |
1.1373 |
| High |
1.1335 |
1.1321 |
-0.0015 |
-0.1% |
1.1412 |
| Low |
1.1288 |
1.1283 |
-0.0005 |
0.0% |
1.1283 |
| Close |
1.1301 |
1.1289 |
-0.0012 |
-0.1% |
1.1289 |
| Range |
0.0048 |
0.0038 |
-0.0010 |
-21.1% |
0.0129 |
| ATR |
0.0063 |
0.0061 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
193,757 |
189,647 |
-4,110 |
-2.1% |
908,816 |
|
| Daily Pivots for day following 29-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1410 |
1.1387 |
1.1309 |
|
| R3 |
1.1372 |
1.1349 |
1.1299 |
|
| R2 |
1.1335 |
1.1335 |
1.1295 |
|
| R1 |
1.1312 |
1.1312 |
1.1292 |
1.1305 |
| PP |
1.1297 |
1.1297 |
1.1297 |
1.1294 |
| S1 |
1.1274 |
1.1274 |
1.1285 |
1.1267 |
| S2 |
1.1260 |
1.1260 |
1.1282 |
|
| S3 |
1.1222 |
1.1237 |
1.1278 |
|
| S4 |
1.1185 |
1.1199 |
1.1268 |
|
|
| Weekly Pivots for week ending 29-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1715 |
1.1631 |
1.1359 |
|
| R3 |
1.1586 |
1.1502 |
1.1324 |
|
| R2 |
1.1457 |
1.1457 |
1.1312 |
|
| R1 |
1.1373 |
1.1373 |
1.1300 |
1.1350 |
| PP |
1.1328 |
1.1328 |
1.1328 |
1.1317 |
| S1 |
1.1244 |
1.1244 |
1.1277 |
1.1221 |
| S2 |
1.1199 |
1.1199 |
1.1265 |
|
| S3 |
1.1070 |
1.1115 |
1.1253 |
|
| S4 |
1.0941 |
1.0986 |
1.1218 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1412 |
1.1283 |
0.0129 |
1.1% |
0.0047 |
0.4% |
4% |
False |
True |
181,763 |
| 10 |
1.1535 |
1.1283 |
0.0252 |
2.2% |
0.0063 |
0.6% |
2% |
False |
True |
186,546 |
| 20 |
1.1535 |
1.1270 |
0.0265 |
2.3% |
0.0062 |
0.6% |
7% |
False |
False |
145,519 |
| 40 |
1.1620 |
1.1270 |
0.0351 |
3.1% |
0.0057 |
0.5% |
5% |
False |
False |
73,884 |
| 60 |
1.1722 |
1.1270 |
0.0453 |
4.0% |
0.0060 |
0.5% |
4% |
False |
False |
49,412 |
| 80 |
1.1722 |
1.1270 |
0.0453 |
4.0% |
0.0064 |
0.6% |
4% |
False |
False |
37,126 |
| 100 |
1.1727 |
1.1270 |
0.0457 |
4.0% |
0.0062 |
0.6% |
4% |
False |
False |
29,765 |
| 120 |
1.1851 |
1.1270 |
0.0581 |
5.1% |
0.0057 |
0.5% |
3% |
False |
False |
24,828 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1480 |
|
2.618 |
1.1419 |
|
1.618 |
1.1381 |
|
1.000 |
1.1358 |
|
0.618 |
1.1344 |
|
HIGH |
1.1321 |
|
0.618 |
1.1306 |
|
0.500 |
1.1302 |
|
0.382 |
1.1297 |
|
LOW |
1.1283 |
|
0.618 |
1.1260 |
|
1.000 |
1.1246 |
|
1.618 |
1.1222 |
|
2.618 |
1.1185 |
|
4.250 |
1.1124 |
|
|
| Fisher Pivots for day following 29-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1302 |
1.1324 |
| PP |
1.1297 |
1.1312 |
| S1 |
1.1293 |
1.1300 |
|